ECBOT 5 Year T-Note Future June 2012
Trading Metrics calculated at close of trading on 09-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2012 |
09-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
122-177 |
123-080 |
0-223 |
0.6% |
122-160 |
High |
122-287 |
123-092 |
0-125 |
0.3% |
122-287 |
Low |
122-157 |
123-037 |
0-200 |
0.5% |
122-047 |
Close |
122-227 |
123-055 |
0-148 |
0.4% |
122-227 |
Range |
0-130 |
0-055 |
-0-075 |
-57.7% |
0-240 |
ATR |
0-123 |
0-127 |
0-004 |
3.6% |
0-000 |
Volume |
443,450 |
311,462 |
-131,988 |
-29.8% |
1,965,906 |
|
Daily Pivots for day following 09-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
123-226 |
123-196 |
123-085 |
|
R3 |
123-171 |
123-141 |
123-070 |
|
R2 |
123-116 |
123-116 |
123-065 |
|
R1 |
123-086 |
123-086 |
123-060 |
123-074 |
PP |
123-061 |
123-061 |
123-061 |
123-055 |
S1 |
123-031 |
123-031 |
123-050 |
123-018 |
S2 |
123-006 |
123-006 |
123-045 |
|
S3 |
122-271 |
122-296 |
123-040 |
|
S4 |
122-216 |
122-241 |
123-025 |
|
|
Weekly Pivots for week ending 06-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-267 |
124-167 |
123-039 |
|
R3 |
124-027 |
123-247 |
122-293 |
|
R2 |
123-107 |
123-107 |
122-271 |
|
R1 |
123-007 |
123-007 |
122-249 |
123-057 |
PP |
122-187 |
122-187 |
122-187 |
122-212 |
S1 |
122-087 |
122-087 |
122-205 |
122-137 |
S2 |
121-267 |
121-267 |
122-183 |
|
S3 |
121-027 |
121-167 |
122-161 |
|
S4 |
120-107 |
120-247 |
122-095 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
123-092 |
122-047 |
1-045 |
0.9% |
0-132 |
0.3% |
90% |
True |
False |
455,473 |
10 |
123-092 |
121-292 |
1-120 |
1.1% |
0-121 |
0.3% |
92% |
True |
False |
461,235 |
20 |
123-092 |
121-135 |
1-277 |
1.5% |
0-132 |
0.3% |
94% |
True |
False |
513,090 |
40 |
123-190 |
121-135 |
2-055 |
1.8% |
0-109 |
0.3% |
81% |
False |
False |
404,370 |
60 |
124-000 |
121-135 |
2-185 |
2.1% |
0-088 |
0.2% |
68% |
False |
False |
269,812 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-006 |
2.618 |
123-236 |
1.618 |
123-181 |
1.000 |
123-147 |
0.618 |
123-126 |
HIGH |
123-092 |
0.618 |
123-071 |
0.500 |
123-064 |
0.382 |
123-058 |
LOW |
123-037 |
0.618 |
123-003 |
1.000 |
122-302 |
1.618 |
122-268 |
2.618 |
122-213 |
4.250 |
122-123 |
|
|
Fisher Pivots for day following 09-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
123-064 |
123-006 |
PP |
123-061 |
122-278 |
S1 |
123-058 |
122-230 |
|